Red terra-cotta sculpture of toy horse, Pakistan, (1st century BC - 1st century AD). The earliest toys were made from materials found in nature, such as rocks, sticks, and clay. Thousands of years ago, Egyptian children played with dolls that had wigs and movable limbs which were made from stone, pottery, and wood. In Ancient Greece and Ancient Rome, children played with dolls made of wax or terra-cotta, sticks, bows and arrows, and yo-yos. When Greek children, especially girls, came of age it was customary for them to sacrifice the toys of their childhood to the gods.